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Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey
This work is a survey of the average cost control problem for discrete-time Markov processes. We have attempted to put together a comprehensive account of the considerable research on this problem over the past three ...
Optimal Control of Switching Diffusions with Application to Flexible Manufacturing Systems
A Controlled switching diffusion model is developed to study the hierarchical control of flexible manufacturing systems. The existence of a homogeneous Markov nonrandomized optimal policy is established by a convex analytic ...
Analysis of an Adaptive Control Scheme for a Partially Observed Controlled Markov Chain
We consider an adaptive finite state controlled Markov chain with partial state information, motivated by a class of replacement problems. We present parameter estimation techniques based on the information available after ...